SRC/zhbgvx.f(3)

NAME
SRC/zhbgvx.f

SYNOPSIS

  Functions/Subroutines
subroutine zhbgvx (jobz, range, uplo, n, ka, kb, ab, ldab, bb, ldbb, q, ldq, vl, vu, il, iu, abstol, m, w, z, ldz, work, rwork, iwork, ifail, info)
ZHBGVX

Function/Subroutine Documentation

  subroutine zhbgvx (character jobz, character range, character uplo, integer n, integer ka, integer kb, complex*16, dimension( ldab, * ) ab, integer ldab, complex*16, dimension( ldbb, * ) bb, integer ldbb, complex*16, dimension( ldq, * ) q, integer ldq, double precision vl, double precision vu, integer il, integer iu, double precision abstol, integer m, double precision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)

ZHBGVX

Purpose:

    !>
    !> ZHBGVX computes all the eigenvalues, and optionally, the eigenvectors
    !> of a complex generalized Hermitian-definite banded eigenproblem, of
    !> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
    !> and banded, and B is also positive definite.  Eigenvalues and
    !> eigenvectors can be selected by specifying either all eigenvalues,
    !> a range of values or a range of indices for the desired eigenvalues.
    !>

Parameters
    JOBZ

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>

    RANGE

    !>          RANGE is CHARACTER*1
    !>          = 'A': all eigenvalues will be found;
    !>          = 'V': all eigenvalues in the half-open interval (VL,VU]
    !>                 will be found;
    !>          = 'I': the IL-th through IU-th eigenvalues will be found.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangles of A and B are stored;
    !>          = 'L':  Lower triangles of A and B are stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices A and B.  N >= 0.
    !>

    KA

    !>          KA is INTEGER
    !>          The number of superdiagonals of the matrix A if UPLO = 'U',
    !>          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
    !>

    KB

    !>          KB is INTEGER
    !>          The number of superdiagonals of the matrix B if UPLO = 'U',
    !>          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
    !>

    AB

    !>          AB is COMPLEX*16 array, dimension (LDAB, N)
    !>          On entry, the upper or lower triangle of the Hermitian band
    !>          matrix A, stored in the first ka+1 rows of the array.  The
    !>          j-th column of A is stored in the j-th column of the array AB
    !>          as follows:
    !>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
    !>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
    !>
    !>          On exit, the contents of AB are destroyed.
    !>

    LDAB

    !>          LDAB is INTEGER
    !>          The leading dimension of the array AB.  LDAB >= KA+1.
    !>

    BB

    !>          BB is COMPLEX*16 array, dimension (LDBB, N)
    !>          On entry, the upper or lower triangle of the Hermitian band
    !>          matrix B, stored in the first kb+1 rows of the array.  The
    !>          j-th column of B is stored in the j-th column of the array BB
    !>          as follows:
    !>          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
    !>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
    !>
    !>          On exit, the factor S from the split Cholesky factorization
    !>          B = S**H*S, as returned by ZPBSTF.
    !>

    LDBB

    !>          LDBB is INTEGER
    !>          The leading dimension of the array BB.  LDBB >= KB+1.
    !>

    Q

    !>          Q is COMPLEX*16 array, dimension (LDQ, N)
    !>          If JOBZ = 'V', the n-by-n matrix used in the reduction of
    !>          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
    !>          and consequently C to tridiagonal form.
    !>          If JOBZ = 'N', the array Q is not referenced.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  If JOBZ = 'N',
    !>          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
    !>

    VL

    !>          VL is DOUBLE PRECISION
    !>
    !>          If RANGE='V', the lower bound of the interval to
    !>          be searched for eigenvalues. VL < VU.
    !>          Not referenced if RANGE = 'A' or 'I'.
    !>

    VU

    !>          VU is DOUBLE PRECISION
    !>
    !>          If RANGE='V', the upper bound of the interval to
    !>          be searched for eigenvalues. VL < VU.
    !>          Not referenced if RANGE = 'A' or 'I'.
    !>

    IL

    !>          IL is INTEGER
    !>
    !>          If RANGE='I', the index of the
    !>          smallest eigenvalue to be returned.
    !>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
    !>          Not referenced if RANGE = 'A' or 'V'.
    !>

    IU

    !>          IU is INTEGER
    !>
    !>          If RANGE='I', the index of the
    !>          largest eigenvalue to be returned.
    !>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
    !>          Not referenced if RANGE = 'A' or 'V'.
    !>

    ABSTOL

    !>          ABSTOL is DOUBLE PRECISION
    !>          The absolute error tolerance for the eigenvalues.
    !>          An approximate eigenvalue is accepted as converged
    !>          when it is determined to lie in an interval [a,b]
    !>          of width less than or equal to
    !>
    !>                  ABSTOL + EPS *   max( |a|,|b| ) ,
    !>
    !>          where EPS is the machine precision.  If ABSTOL is less than
    !>          or equal to zero, then  EPS*|T|  will be used in its place,
    !>          where |T| is the 1-norm of the tridiagonal matrix obtained
    !>          by reducing AP to tridiagonal form.
    !>
    !>          Eigenvalues will be computed most accurately when ABSTOL is
    !>          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
    !>          If this routine returns with INFO>0, indicating that some
    !>          eigenvectors did not converge, try setting ABSTOL to
    !>          2*DLAMCH('S').
    !>

    M

    !>          M is INTEGER
    !>          The total number of eigenvalues found.  0 <= M <= N.
    !>          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
    !>

    W

    !>          W is DOUBLE PRECISION array, dimension (N)
    !>          If INFO = 0, the eigenvalues in ascending order.
    !>

    Z

    !>          Z is COMPLEX*16 array, dimension (LDZ, N)
    !>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
    !>          eigenvectors, with the i-th column of Z holding the
    !>          eigenvector associated with W(i). The eigenvectors are
    !>          normalized so that Z**H*B*Z = I.
    !>          If JOBZ = 'N', then Z is not referenced.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1, and if
    !>          JOBZ = 'V', LDZ >= N.
    !>

    WORK

    !>          WORK is COMPLEX*16 array, dimension (N)
    !>

    RWORK

    !>          RWORK is DOUBLE PRECISION array, dimension (7*N)
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (5*N)
    !>

    IFAIL

    !>          IFAIL is INTEGER array, dimension (N)
    !>          If JOBZ = 'V', then if INFO = 0, the first M elements of
    !>          IFAIL are zero.  If INFO > 0, then IFAIL contains the
    !>          indices of the eigenvectors that failed to converge.
    !>          If JOBZ = 'N', then IFAIL is not referenced.
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  if INFO = i, and i is:
    !>             <= N:  then i eigenvectors failed to converge.  Their
    !>                    indices are stored in array IFAIL.
    !>             > N:   if INFO = N + i, for 1 <= i <= N, then ZPBSTF
    !>                    returned INFO = i: B is not positive definite.
    !>                    The factorization of B could not be completed and
    !>                    no eigenvalues or eigenvectors were computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:
    Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 297 of file zhbgvx.f.

Author

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